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We develop a new continuous-time stochastic gradient descent method for optimizing over the stationary distribution of stochastic differential equation (SDE) models. The algorithm continuously updates the SDE model's parameters using an…

Machine Learning · Computer Science 2023-08-29 Ziheng Wang , Justin Sirignano

Reaction-diffusion systems, which consist of the reacting particles subject to diffusion process, constitute one of the common examples of non-linear statistical systems. In low space dimensions $d \leq 2$ the usual description by means of…

Statistical Mechanics · Physics 2023-10-24 Michal Hnatič , Matej Kecer , Tomáš Lučivjanský

The stochastic thermodynamics of a dilute, well-stirred mixture of chemically-reacting species is built on the stochastic trajectories of reaction events obtained from the Chemical Master Equation. However, when the molecular populations…

Statistical Mechanics · Physics 2017-07-04 Jordan M. Horowitz

Understanding and ultimately controlling the transformations and properties of nanoscale systems, from proteins to synthetic nanomaterial assemblies, is limited by the inability to uncover their dynamics on their characteristic length and…

We derive a noise term to account for fluctuation corrections based on the particle system approximation for the n-species Shigesada-Kawasaki-Teramoto (SKT) system. For the resulting system of stochastic partial differential equations…

Probability · Mathematics 2025-01-31 Florian Huber

The effect of a change of noise amplitudes in overdamped diffusive systems is linked to their unperturbed behavior by means of a nonequilibrium fluctuation-response relation. This formula holds also for systems with state-independent…

Statistical Mechanics · Physics 2017-06-13 Cem Yolcu , Antoine Bérut , Gianmaria Falasco , Artyom Petrosyan , Sergio Ciliberto , Marco Baiesi

We investigate the role of quantum effects (e.g. zero-point energy fluctuations) in the physics of nanotube- and nanowire-based electromechanical sensors as discussed in a recent article [Postma et al., Appl. Phys. Lett. 86, 223105 (2005)].…

Materials Science · Physics 2007-05-23 Christoph Stampfer , Stefan Rotter , Joachim Burgdoerfer

Nanoscale fluid transport is typically pictured in terms of atomic-scale dynamics, as is natural in the real-space framework of molecular simulations. An alternative Fourier-space picture, that involves the collective charge fluctuation…

Mesoscale and Nanoscale Physics · Physics 2023-10-02 Baptiste Coquinot , Maximilian Becker , Roland R. Netz , Lydéric Bocquet , Nikita Kavokine

By modifying and extending recent ideas [C. Seoanez et al., Europhys. Lett. 78, 60002 (2007)], a theoretical framework to describe dissipation processes in the surfaces of vibrating micro- and nanoelectromechanical devices, thought to be…

Mesoscale and Nanoscale Physics · Physics 2008-03-08 C. Seoanez , F. Guinea , A. H. Castro Neto

The well known refinement of the Nash Equilibrium (NE) called an Evolutionarily Stable Strategy (ESS) is investigated in the quantum Prisoner's Dilemma (PD) game that is played using an Einstein-Podolsky-Rosen type setting. Earlier results…

Quantum Physics · Physics 2015-05-13 Azhar Iqbal , Derek Abbott

While Nash equilibrium in extensive-form games is well understood, very little is known about the properties of extensive-form correlated equilibrium (EFCE), both from a behavioral and from a computational point of view. In this setting,…

Computer Science and Game Theory · Computer Science 2019-10-29 Gabriele Farina , Chun Kai Ling , Fei Fang , Tuomas Sandholm

We analyze experimental data obtained from an electrical circuit having components at different temperatures, showing how to predict its response to temperature variations. This illustrates in detail how to utilize a recent linear response…

Statistical Mechanics · Physics 2016-09-07 Marco Baiesi , Sergio Ciliberto , Gianmaria Falasco , Cem Yolcu

A Spectral Difference (SD) algorithm on tensor-product elements which solves the reacting compressible Navier-Stokes equations (NSE) is presented. The classical SD algorithm is shown to be unstable when a multispecies gas where…

Computational Physics · Physics 2021-12-20 Thomas Marchal , Hugues Deniau , Jean-François Boussuge , Bénédicte Cuenot , Renaud Mercier

We propose to describe the time evolution of quasi-stationary fluctuations near QCD critical point by a system of stochastic Boltzmann-Langevin-Vlasov-type equations. We derive the equations and study the system analytically in the…

High Energy Physics - Phenomenology · Physics 2014-11-20 M. A. Stephanov

The Landau-Lifshitz Navier-Stokes (LLNS) equations incorporate thermal fluctuations into macroscopic hydrodynamics by using stochastic fluxes. This paper examines explicit Eulerian discretizations of the full LLNS equations. Several CFD…

Numerical Analysis · Mathematics 2009-11-11 John B. Bell , Alejandro L. Garcia , Sarah A. Williams

We study stochastic Nash equilibrium problems with expected valued cost functions whose pseudogradient satisfies restricted monotonicity properties which hold only with respect to the solution. We propose a forward-backward algorithm and…

Optimization and Control · Mathematics 2021-11-05 Barbara Franci , Sergio Grammatico

Coherent Elastic Neutrino-Nucleus Scattering (CE$\nu$NS) is a Standard Model process that, although predicted for decades, has only been detected recently by the COHERENT collaboration. Now that CE$\nu$NS has been discovered, it provides a…

High Energy Physics - Phenomenology · Physics 2018-11-14 Julien Billard , Joseph Johnston , Bradley J. Kavanagh

In this paper, we study a kind of constrained backward stochastic differential equations (BSDEs) such that the nonlinear expectation of the composition of a loss function and the solution remains above zero. The existence and uniqueness…

Probability · Mathematics 2025-11-24 Hanwu Li

A computational fluid dynamics methodology for the simulation of electromagnetic interactions in compressible reacting flows has been formulated. The developed code, named EMI, is based on the SENGA Direct Numerical Simulation (DNS)…

Fluid Dynamics · Physics 2025-05-13 Efstratios M. Kritikos , Stewart Cant , Andrea Giusti

In this paper we discuss the formulation of the fuctuating Navier-Stokes (FNS) equations for multi-species, non-reactive fluids. In particular, we establish a form suitable for numerical solution of the resulting stochastic partial…

Fluid Dynamics · Physics 2014-01-17 Kaushik Balakrishnan , Alejandro L. Garcia , Aleksandar Donev , John B. Bell